My opponent moves a buffed Soaring Scout and a Sett Brawler to a battlefield. He has the Sett Legend and Vanguard Helm at base. My opponent moves into combat and will lose both Soaring Scout and Sett due to combat. Can he transfer the buff from Scout to Sett via Vanguard Helm and then save Sett using the Sett Legend ability?

No, this doesn't work. Sett Brawler needs to already have a buff at the moment he would die for the Sett legend to save him, and Vanguard Helm cannot put a buff on him before that moment.

Here's why: During Combat Cleanup (Rule 323.5), both Soaring Scout and Sett Brawler are killed simultaneously — they die at the same time. Since Sett Brawler doesn't have a buff, the Sett legend's replacement effect ("If a buffed unit you control would die...") has nothing to spend and cannot apply.

Vanguard Helm triggers because Scout dies ("When a buffed friendly unit dies"), but the trigger goes pending after the simultaneous death event. By the time it could resolve to buff another unit, Sett is already dead and in the trash — you can't buff a dead unit and retroactively make him eligible for the legend's replacement.

This is different from FAQ #5686, where Sett Kingpin was already buffed when both units received lethal damage. In that case, Sett Kingpin used his own buff to fuel his legend's recall, and Vanguard Helm transferred the other unit's buff to him afterward. Here, Sett Brawler has no buff to start with — Vanguard Helm can't create the buff before the simultaneous death, so the legend never gets a chance to save him.